Anic Equity¶

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Total return since start: 0.585 %¶

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Equity now: -----------------------------> 48404.74 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46708.12 Kr¶

PnL: ---------------------------------------> 351.12 Kr¶

DD now: ---------------------------------> -8.877 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 16:51:40.346905'

Anic Portfolio¶

Today¶

Return: 0.64 %¶

This Week¶

Return: 0.356 %¶

Total portfolio value¶

Return including deposits: 58.465 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
NP3 Fastigheter 32 4.100000 5849.600000 152.600000 2.680000 5697.000000
Investor B 27 0.820000 5813.100000 122.100000 2.150000 5691.000006
Vitec Software Group B 2 1.970000 1189.000000 102.000000 9.380000 1087.000000
EnQuest PLC 2351 -1.980000 5806.970000 93.970000 1.640000 5713.000530
Lindab International 35 1.250000 5670.000000 77.000000 1.380000 5593.000000
Tethys Oil 109 1.730000 5907.800000 -3.200000 -0.050000 5911.000022
AQ Group 12 -0.690000 5208.000000 -55.000000 -1.050000 5262.999996
Volvo B 25 0.260000 5681.250000 -61.750000 -1.080000 5743.000000
Volvo A 24 -0.090000 5582.400000 -76.600000 -1.350000 5659.000008
TOTAL 46708.120000 351.120000 -8.87722% 46357.000562

Updated:¶

'2023-08-10 16:51:57.452445'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶